Pages that link to "Item:Q4994350"
From MaRDI portal
The following pages link to Optimal Hedging in Incomplete Markets (Q4994350):
Displaying 20 items.
- Risk measure pricing and hedging in incomplete markets (Q665707) (← links)
- Optimal hedging and equilibrium in a dynamic futures market (Q751449) (← links)
- Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth (Q1350471) (← links)
- Perfect hedging in rough Heston models (Q1634189) (← links)
- Optimality of incomplete markets (Q1804631) (← links)
- Nonconvex optimization for pricing and hedging in imperfect markets (Q2426011) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- An optimal combination of risk-return and naive hedging (Q2517099) (← links)
- Claim hedging in an incomplete market (Q2574490) (← links)
- Optimal Hedging and Valuation of Nontraded Assets (Q2770907) (← links)
- PERFECT HEDGING OF INDEX DERIVATIVES UNDER A MINIMAL MARKET MODEL (Q3022081) (← links)
- Optimal hedging strategies on asymmetric functions (Q3400022) (← links)
- Partially informed investors: hedging in an incomplete market with default (Q3449928) (← links)
- Hedging Derivative Securities and Incomplete Markets: An ε-Arbitrage Approach (Q3635008) (← links)
- Semimartingales and Hedging in Incomplete Markets (Q4007635) (← links)
- Optimal hedging using cointegration (Q4719406) (← links)
- Dynamic hedging in incomplete markets using risk measures (Q5065594) (← links)
- Quadratic hedging in an incomplete market derived by an influential informed investor (Q5411912) (← links)
- An algorithmic approach to non-self-financing hedging in a discrete-time incomplete market (Q5439044) (← links)
- (Q5457450) (← links)
